Les p-values comme votes d'experts

Details Les p-values comme votes d'experts Les p-values comme votes d'experts

2006-02-07

arxiv.org/abs/math/0602121v1

ESAIM: Probability and Statistics 4 (2000) 191-204

Mathematics

Statistics Theory

Scientific paper

The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often criticized for the two-sided hypothesis problem. We analyze this practice with a new approach to statistical inference. First we select good decision rules without using a loss function, we call them experts. Then we define a probability distribution on the space of experts. The measure of evidence for a hypothesis is the inductive probability of experts that decide this hypothesis.

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